Data Modelling To Determine Room Rate with Adaptive Network Based Fuzzy Inference System And Particle Swarm Optimization

Determination of room rate in a hotel isinfluenced by two factors, namely internal andexternal. From an external perspective, PT. PIMhas eight competitor hotels that affect its roomrate. The Hotel Manager analyzes eachcompetitor's room rate changes to staycompetitive. Human analysis has severalshortcomings: subjectivity, fatigue andinconsistency. Then we need a decision supportor decision companion machine to determine theroom rate. ANFIS-PSO is a hybrid algorithmfrom the Adaptive neural network based fuzzyinference system (ANFIS) by utilizing ParticleSwarm Optimization (PSO) optimization.Traditional ANFIS is Gradient Decent (GD) asan algorithm for parameter optimization (model).This often happens to be stuck to get optimallocal results, to overcome this PSO is used as asolution. The results obtained from the ANFIS- PSO training contained a difference of Rp.3173,187 or a percentage of 1.34%. From themodeling obtained applied to the hotel PT.PIM,with the result of an increase in revenue of Rp.17,493,548. The conclusion obtained is thatANFIS-PSO can help managers to determine theroom rate by modeling data obtained from theANFIS-PSO method. Suggestion for thedevelopment of this research is that ANFIS-PSOhas a complex complexity of training algorithmsbecause there is a combination of twoalgorithms, so to make it better a differentalgorithm design is needed

Currency movement forecasting using time series analysis and long short-term memory

Foreign exchange is one type of investment, which its goal is to minimize losses that could occur. Forecasting is a technique to minimize losses when investing. The purpose of this study is to make foreign exchange predictions using a time series analysis called Auto-Regressive Integrated Moving Average (ARIMA) and Long Short-term memory methods. This study uses the daily EUR / USD exchange rates from 2014 to March 2020. The data are used as the model to predict the value of the foreign exchange market in April 2020. The model obtained will be used for predictions in April 2020, where the RMSE values obtained from time series analysis (ARIMA) with a window size of 100 days and LSTM sequentially as follows 0.00527 and 0.00509. LSTM produces lower RMSE values than ARIMA. LSTM has better prediction results; this is because the LSTM has the ability to learn so that it can utilize a large amount of data while ARIMA cannot use it. ARIMA does not have the ability to learn even though given a large amount of data it gives poor forecasting results. The ARIMA prediction is the same as the values of the previous day

Currency movement forecasting using time series analysis and long short-term memory

Foreign exchange is one type of investment, which its goal is to minimize losses that could occurred. Forecasting is a technique to minimize losses when investing. The purpose of this study is to make foreign exchange predictions using time series analysis called Auto Regressive Integrated Moving Average (ARIMA) and Long Short-term memory methods. This study uses the daily EUR / USD exchange rates from 2014 to March 2020. The data are used as the model to predict the value of the foreign exchange market in April 2020. The model obtained will be used for predictions in April 2020, where the RMSE values obtained from time series analysis (ARIMA) with a window size of 100 days and LSTM sequentially as follows 0.00527 and 0.00509. LSTM produces lower RMSE values than ARIMA. LSTM has better prediction results; this is because the LSTM has the ability to learn so that it can utilize a large amount of data while ARIMA cannot use it. ARIMA does not have the ability to learn even though given a large amount of data it gives poor forecasting results. The ARIMA prediction is the same as the values of the previous day

A Novel Self-Organizing PID Approach for Controlling Mobile Robot Locomotion

A novel self-organizing fuzzy proportional-integral-derivative (SOF-PID) control system is proposed in this paper. The proposed system consists of a pair of control and reference models, both of which are implemented by a first-order autonomous learning multiple model (ALMMo) neuro-fuzzy system. The SOF-PID controller self-organizes and self-updates the structures and meta-parameters of both the control and reference models during the control process "on the fly". This gives the SOF-PID control system the capability of quickly adapting to entirely new operating environments without a full re-training. Moreover, the SOF-PID control system is free from user- and problem-specific parameters and is entirely data-driven. Simulations and real-world experiments with mobile robots demonstrate the effectiveness and validity of the proposed SOF-PID control system

Machine Learning for Financial Prediction Under Regime Change Using Technical Analysis: A Systematic Review

Recent crises, recessions and bubbles have stressed the non-stationary nature and the presence of drastic structural changes in the financial domain. The most recent literature suggests the use of conventional machine learning and statistical approaches in this context. Unfortunately, several of these techniques are unable or slow to adapt to changes in the price-generation process. This study aims to survey the relevant literature on Machine Learning for financial prediction under regime change employing a systematic approach. It reviews key papers with a special emphasis on technical analysis. The study discusses the growing number of contributions that are bridging the gap between two separate communities, one focused on data stream learning and the other on economic research. However, it also makes apparent that we are still in an early stage. The range of machine learning algorithms that have been tested in this domain is very wide, but the results of the study do not suggest that currently there is a specific technique that is clearly dominant

Foreign currency exchange rate prediction using neuro-fuzzy systems

The complex nature of the foreign exchange (FOREX) market along with the increased interest towards the currency exchange market has prompted extensive research from various academic disciplines. With the inclusion of more in-depth analysis and forecasting methods, traders will be able to make an informed decision when trading. Therefore, an approach incorporating the use of historical data along with computational intelligence for analysis and forecasting is proposed in this paper. Firstly, the Gaussian Mixture Model method is applied for data partitioning on historical observations. While the antecedent part of the neuro-fuzzy system of AnYa type is initialised by the partitioning result, the consequent part is trained using the fuzzily weighted RLS algorithm based on the same data. Numerical examples based on the real currency exchange data demonstrated that the proposed approach trained with historical data produce promising results when used to forecast the future foreign exchange rates over a long-term period. Although implemented in an offline environment, it could potentially be utilised in real-time application in the future

Foreign currency exchange rate prediction using neuro-fuzzy systems

The complex nature of the foreign exchange (FOREX) market along with the increased interest towards the currency exchange market has prompted extensive research from various academic disciplines. With the inclusion of more in-depth analysis and forecasting methods, traders will be able to make an informed decision when trading. Therefore, an approach incorporating the use of historical data along with computational intelligence for analysis and forecasting is proposed in this paper. Firstly, the Gaussian Mixture Model method is applied for data partitioning on historical observations. While the antecedent part of the neuro-fuzzy system of AnYa type is initialised by the partitioning result, the consequent part is trained using the fuzzily weighted RLS algorithm based on the same data. Numerical examples based on the real currency exchange data demonstrated that the proposed approach trained with historical data produce promising results when used to forecast the future foreign exchange rates over a long-term period. Although implemented in an offline environment, it could potentially be utilised in real-time application in the future